Finite-Sample Bias Propagation in Autoregressive Estimation With the Yule-Walker Method.

Piet M. T. Broersen

Published in: IEEE Trans. Instrum. Meas. (2009)

Keyphrases

autoregressive
parameter estimation
pairwise
mutual information
em algorithm
energy function
similarity measure
multiresolution
active learning
support vector machine
least squares
model selection
segmentation method
cross validation
parzen window